Probably approximately correct Nash equilibrium learning
We consider a multi-agent noncooperative game with agents’ objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of scenarios and seek a robust Nash equilibrium solution. We treat the Nash equilibrium computation problem within the rea...
| Main Authors: | , |
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| Format: | Journal article |
| Jezik: | English |
| Izdano: |
Institute of Electrical and Electronics Engineers
2020
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